Good point, but both instances of Arnie's and Robert Patrick's nudity could be excused as simple filmmaking flaws -- I don't think those "prove" the terminators have genitalia as well as the scene at the bar...
They have to (although, yeah I guess it the case of the T-1000, it can be decided at will). If they're designed to be able to pass for human, it seems kind of important (especially since they travel through time naked and remain naked until they can acquire clothing). I guess though, if you got close enough to a terminator where you could perform a genital test, you're already dead.